Please use this identifier to cite or link to this item: https://doi.org/10.1137/120879841
DC FieldValue
dc.titleComputing derivatives of repeated eigenvalues and corresponding eigenvectors of quadratic eigenvalue problems
dc.contributor.authorQian, J.
dc.contributor.authorAndrew, A.L.
dc.contributor.authorChu, D.
dc.contributor.authorTan, R.C.E.
dc.date.accessioned2014-10-28T02:32:29Z
dc.date.available2014-10-28T02:32:29Z
dc.date.issued2013
dc.identifier.citationQian, J., Andrew, A.L., Chu, D., Tan, R.C.E. (2013). Computing derivatives of repeated eigenvalues and corresponding eigenvectors of quadratic eigenvalue problems. SIAM Journal on Matrix Analysis and Applications 34 (3) : 1089-1111. ScholarBank@NUS Repository. https://doi.org/10.1137/120879841
dc.identifier.issn08954798
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/103029
dc.description.abstractWe consider quadratic eigenvalue problems in which the coefficient matrices, and hence the eigenvalues and eigenvectors, are functions of a real parameter. Our interest is in cases in which these functions remain differentiable when eigenvalues coincide. Many papers have been devoted to numerical methods for computing derivatives of eigenvalues and eigenvectors, but most require the eigenvalues to be well separated. The few that consider close or repeated eigenvalues place severe restrictions on the eigenvalue derivatives. We propose, analyze, and test new algorithm for computing first and higher order derivatives of eigenvalues and eigenvectors that are valid much more generally. Numerical results confirm the effectiveness of our methods for tightly clustered eigenvalues. Copyright © 2013 by SIAM.
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1137/120879841
dc.sourceScopus
dc.subjectDerivatives of eigenvalues and eigenvectors
dc.subjectMultiple eigenvalues
dc.subjectQuadratic eigenvalue problems
dc.subjectVery close eigenvalues
dc.typeArticle
dc.contributor.departmentMATHEMATICS
dc.description.doi10.1137/120879841
dc.description.sourcetitleSIAM Journal on Matrix Analysis and Applications
dc.description.volume34
dc.description.issue3
dc.description.page1089-1111
dc.identifier.isiut000325092700012
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